Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.04 | — |
| Beta | 1 | — |
| Mean annual return | 2.01 | — |
| R-squared | 85 | — |
| Standard deviation | 14.65 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 22.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.04 | — |
| Beta | 1 | — |
| Mean annual return | 2.56 | — |
| R-squared | 84 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 1.53 | — |
| Treynor ratio | 28.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 85 | — |
| Standard deviation | 20.68 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 827.91K | — |
| 3-year earnings growth | 13.49 | — |
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/mutual_funds/world/risk
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